+662.3%
TWLO vs RY
+374.1%
+288.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | +2.8% | -3.0% | +5.8% | +4.9% |
| 30D | -22.4% | +6.3% | -28.6% | -25.2% |
| 3M | -14.2% | -2.6% | -11.7% | -12.9% |
| 6M | +10.5% | +13.9% | -3.4% | +0.8% |
| YTD | +54.3% | +21.7% | +32.6% | +34.2% |
| 1Y | +68.0% | +40.4% | +27.6% | +32.5% |
| 3Y | +273.0% | +161.3% | +111.7% | +93.3% |
| 5Y | -26.3% | +126.5% | -152.8% | -57.8% |
| 10Y | +595.4% | +354.3% | +241.1% | +155.5% |
| All | +662.3% | +374.1% | +288.3% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling